Hypothetical capital of CCP

Reference date:

August 31, 2020

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

8.33

2 511.72

19.76

27.91

C-factor

0.16%

34.20%

0.81%

1.86%

DFCM

2 980.00

2 344.00

950.00

500.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB